Two data types. l2 is the order book of one market for one UTC day: Polymarket US sends a complete book in every message, so every row is a full book, stored as bid and offer price/size lists with the market state. trades holds every trade of one market for one UTC day with price, quantity, maker and taker side and intent, and the trade id.
Polymarket US Historical Data
Polymarket US order books and trades as daily Parquet files, collected from the Polymarket US WebSocket with nanosecond timestamps. Data from 2026-09-10.
2
data types
daily
Parquet file per market
600
free downloads
End point
/v1/polymarket_us/l2/{YYYY/MM/DD}/{market_slug}.parquet
/v1/polymarket_us/trades/{YYYY/MM/DD}/{market_slug}.parquet
What you can download
Order books and trades from the Polymarket US WebSocket.
l2
Order book (L2)
The order book of one market for one UTC day. Every Polymarket US message is a complete book: bid and offer price/size lists, best level first, and the market state.
tradesTrades
Every trade of one market for one UTC day: price, quantity, maker and taker side and intent, trade id and trade state.
Field definitions: Polymarket US schemas. Download details: Polymarket US docs.
Download with Python
Pricing
Free: 600 downloads at sign-up, then 50 per month, for data older than 3 weeks.
Plus: Polymarket US: $49/month for 1M Polymarket US downloads and data from the last 3 weeks. It is separate from Plus: Polymarket and Plus: Predict.fun; hold any of them.
See pricingFrequently asked questions
No. Polymarket US (polymarket.us) is the US exchange, with its own markets and order books. For the international exchange, see Polymarket historical data.
Prices are in US dollars from 0 to 1 and are the price of the market's long outcome. Quantities are contracts and can be fractional. timestamp (from Polymarket US) and local_timestamp (when PMData received the message) are UTC with nanosecond precision.
In AWS us-east-1, colocated with Polymarket US.
Polymarket US data is available from 2026-09-10.
No. Plus: Polymarket US is a separate subscription: $49 per month, billed monthly, cancel any time. It includes 1,000,000 Polymarket US downloads per month, Polymarket US data from the last 3 weeks and Chainlink data. You can hold it together with Plus: Polymarket and Plus: Predict.fun. See pricing.
Free Polymarket US downloads follow the same rule as Polymarket and are counted separately: 600 downloads at sign-up, then 50 per month, for data older than 3 weeks (21 days). Each file costs one download.
No. Every l2 and trades row carries the market state in its state column, so status changes are in the data itself. The outcome parameter is not supported and returns 400.